Frontiers in quantitative finance : volatility and credit risk modeling /
The Petit D'euner de la Finance-which author Rama Cont has been co-organizing in Paris since 1998-is a well-known quantitative finance seminar that has progressively become a platform for the exchange of ideas between the academic and practitioner communities in quantitative finance. Frontiers...
| Други автори: | Cont, Rama. |
|---|---|
| Формат: | Електронна книга |
| Език: | English |
| Публикувано: |
Hoboken, N.J. :
John Wiley & Sons,
℗♭2009.
|
| Серия: |
Wiley finance series.
|
| Предмети: | |
| Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=254123 |
| Подобни документи: |
Print version::
Frontiers in quantitative finance. |
| Резюме: |
The Petit D'euner de la Finance-which author Rama Cont has been co-organizing in Paris since 1998-is a well-known quantitative finance seminar that has progressively become a platform for the exchange of ideas between the academic and practitioner communities in quantitative finance. Frontiers in Quantitative Finance is a selection of recent presentations in the Petit D'euner de la Finance. In this book, leading quants and academic researchers cover the most important emerging issues in quantitative finance and focus on portfolio credit risk and volatility modeling. |
|---|---|
| Физически характеристики: |
1 online resource (xvii, 299 pages) : illustrations. |
| Библиография: |
Includes bibliographical references and index. |
| ISBN: |
9780470407165 0470407166 9780470456804 0470456809 9781118266915 1118266919 1281938653 9781281938657 |